TimeVaryingNelsonSiegelResult.state_innovation_cov#

TimeVaryingNelsonSiegelResult.state_innovation_cov: NDArray[float64]#: The (3, 3) factor innovation covariance. Kept out of the repr.

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pip install --pre cultivars==1.0.0a4

© 2026, Nikhil Sunder. Released under the MIT License. cultivars is an independent open-source project and is not affiliated with the Federal Reserve Bank of St. Louis; FRED® is a registered trademark of the Federal Reserve Bank of St. Louis.

cultivars 1.0.0a4 · built with Sphinx 9.1.0 and the PyData Sphinx Theme